Last price paid | 0.52 | |
Change | +1.96% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 04.06.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +50.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 160.22 |
Premium | 0.30% |
Premium p.a. | 0.30% |
Leverage | 3.47 |
Implied volatility | 0.47 |
ISIN | CH1338507333 |
Symbol | TSM5HZ |
Security | 133850733 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Taiwan Semi Sp ADR, US8740391003 |
Underlying ISIN | US8740391003 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 28.05.2024 |
Premium | 30.19% |
Premium p.a. | 30.10% |
Leverage | 6.98 |
Implied volatility | 46.97% |
Moneyness | out-of-the-money |
Leverage | 3.4724 |
Delta | 0.4972 |
Gamma | 0.0001 |
Theta | -0.0011 |
Rho | 0.0137 |
Vega | 0.0153 |
Fair value | 0.56 |
Intrinsic value | n.a. |
Break-even | 224.72 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 491.20 |
KUEHNE & NAGEL | 261.10 |
Sika AG | 259.40 |
SONOVA HLDG N | 273.90 |
NOVARTIS N | 96.18 |
Name | Price |
---|---|
Compagnie Financi... | 142.50 |
UBS | 26.25 |
SWISSCOM N | 501.00 |
ROCHE GS | 251.20 |
ZURICH INSURANCE | 481.30 |